Can tests based on option hedging errors correctly identify volatility risk premia?

Journal of Financial and Quantitative Analysis

Volumn 43, Issue 4, 2008, Pages 1055-1090

  Branger, Nicole ^a   Schlag, Christian ^b  

^a UNIVERSITY OF MÜNSTER   (Germany)

^b GOETHE UNIVERSITY   (Germany)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 62149109281     PISSN: 00221090     EISSN: None     Source Type: Journal    
DOI: 10.1017/S0022109000014447     Document Type: Article

References (27)

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